#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.101

#include <Macros.h>
#include <CoVector.h>
#include <CoMatrix.h>
#include <CoCube.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Models/CalibrationHelper.h>
#pragma unmanaged 
#include <ql\models\shortrate\calibrationhelpers\swaptionhelper.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;

using namespace Cephei::QL::Times;
using namespace Cephei::QL;
using namespace Cephei::QL::Indexes;
using namespace Cephei::QL::Termstructures;
using namespace Cephei::QL::Models;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Models { namespace Shortrate { namespace Calibrationhelpers {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of ISwaptionHelper
	public ref class CSwaptionHelper : 
            public CCalibrationHelper,
            public Cephei::QL::Models::Shortrate::Calibrationhelpers::ISwaptionHelper
	{
	protected: 
		boost::shared_ptr<QuantLib::SwaptionHelper>* _ppSwaptionHelper;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::SwaptionHelper>* _phSwaptionHelper;
#endif
		Object^ _SwaptionHelperOwner;     // reference to object that manages the storage for this object
	internal:
		CSwaptionHelper (Cephei::QL::Times::IPeriod^ maturity, Cephei::QL::Times::IPeriod^ length, Cephei::QL::IQuote^ volatility, Cephei::QL::Indexes::IIborIndex^ index, Cephei::QL::Times::IPeriod^ fixedLegTenor, Cephei::QL::Times::IDayCounter^ fixedLegDayCounter, Cephei::QL::Times::IDayCounter^ floatingLegDayCounter, Cephei::QL::Termstructures::IYieldTermStructure^ termStructure, Microsoft::FSharp::Core::FSharpOption<QL::Models::CalibrationHelper::CalibrationErrorTypeEnum>^ errorType, Cephei::QL::IPricingEngine^ QL_Pricer);
        CSwaptionHelper (boost::shared_ptr<QuantLib::SwaptionHelper>& childNative, Object^ owner);
        CSwaptionHelper (QuantLib::SwaptionHelper& childNative, Object^ owner);
        CSwaptionHelper (CSwaptionHelper^ copy);
        CSwaptionHelper (System::Type^ t);
#ifdef STRUCT
        CSwaptionHelper (QuantLib::SwaptionHelper childNative);
#endif       
#ifdef HANDLE
		CSwaptionHelper (QuantLib::Handle<QuantLib::SwaptionHelper>& childNative, Object^ owner);
		CSwaptionHelper (QuantLib::Handle<QuantLib::SwaptionHelper> childNative);
#endif
		virtual ~CSwaptionHelper ();
		!CSwaptionHelper ();

	internal:
		QuantLib::SwaptionHelper& GetReference ();
		boost::shared_ptr<QuantLib::SwaptionHelper>& GetShared ();
		QuantLib::SwaptionHelper* GetPointer ();
        void SetSwaptionHelper (boost::shared_ptr<QuantLib::SwaptionHelper> native)
        {
            if (_ppSwaptionHelper != NULL)
                delete _ppSwaptionHelper;
            _ppSwaptionHelper = new boost::shared_ptr<QuantLib::SwaptionHelper> (native);
            SetCalibrationHelper (boost::dynamic_pointer_cast<QuantLib::CalibrationHelper> (*_ppSwaptionHelper));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::SwaptionHelper>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
		virtual Double BlackPrice (Double volatility) ;
        property Double ModelValue 
        {
		    virtual Double get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
	public ref class CSwaptionHelper_Factory : public System::MarshalByRefObject,  public ISwaptionHelper_Factory
	{
	public:
        virtual ISwaptionHelper^ Create (Cephei::QL::Times::IPeriod^ maturity, Cephei::QL::Times::IPeriod^ length, Cephei::QL::IQuote^ volatility, Cephei::QL::Indexes::IIborIndex^ index, Cephei::QL::Times::IPeriod^ fixedLegTenor, Cephei::QL::Times::IDayCounter^ fixedLegDayCounter, Cephei::QL::Times::IDayCounter^ floatingLegDayCounter, Cephei::QL::Termstructures::IYieldTermStructure^ termStructure, Microsoft::FSharp::Core::FSharpOption<QL::Models::CalibrationHelper::CalibrationErrorTypeEnum>^ errorType, Cephei::QL::IPricingEngine^ QL_Pricer);
    };
   
/*Cephei*/ } /*QL*/ } /*Models*/ } /*Shortrate*/ } /*Calibrationhelpers */}
